Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 647.207964 662.878693 678.294405 694.596224 711.341033 728.034908 745.932261
2026-01-25 627.394812 650.453501 673.444728 698.087780 723.752054 749.691035 777.889149
2026-02-01 612.928433 641.162587 669.594633 700.374257 732.758107 765.822651 802.140361
2026-02-08 601.603640 633.989531 666.871341 702.763478 740.848123 780.063813 823.511393
2026-02-15 591.246786 627.098166 663.759708 704.067052 747.154896 791.852270 841.749456
2026-02-22 582.381815 621.272748 661.298642 705.591044 753.256097 803.033203 858.982563
2026-03-01 573.971074 615.535718 658.564875 706.463768 758.326174 812.819613 874.456305
2026-03-08 565.614947 609.534317 655.248192 706.415583 762.131851 821.008564 887.993176
2026-03-15 559.282700 605.473787 653.797777 708.166763 767.686400 830.920726 903.261196
2026-03-22 552.158397 600.329340 650.965950 708.213783 771.200492 838.457107 915.800234
2026-03-29 547.015407 597.177299 650.147981 710.313017 776.828389 848.197530 930.680502
2026-04-05 542.927790 595.041196 650.313659 713.372769 783.409984 858.908149 946.582770
2026-04-12 538.170434 592.058106 649.453698 715.216571 788.582965 868.026283 960.711880
2026-04-19 534.946276 590.668535 650.261114 718.826204 795.650728 879.203180 977.124720
2026-04-26 531.054902 588.429792 650.030395 721.189415 801.252335 888.693316 991.618765
2026-05-03 527.449137 586.415560 649.964783 723.658846 806.908219 898.200105 1006.112626
2026-05-10 523.254186 583.647486 648.971660 725.006197 811.233076 906.161990 1018.831536
2026-05-17 519.401247 581.181759 648.242772 726.581383 815.756646 914.307223 1031.740122
2026-05-24 515.257985 578.307866 646.980829 727.483430 819.457175 921.477540 1043.513813
2026-05-31 510.636945 574.813117 644.943799 727.433626 822.011291 927.296928 1053.709833
2026-06-07 507.412767 572.845606 644.582537 729.243657 826.650039 935.469697 1066.608859
2026-06-14 503.154225 569.628563 642.735961 729.292258 829.214733 941.227806 1076.697390
2026-06-21 500.415586 568.101034 642.772007 731.462066 834.190533 949.741372 1089.986025